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Problemy Peredachi Informatsii, 1979, Volume 15, Issue 1, Pages 56–60 (Mi ppi1475)  
Methods of Signal Processing

On Estimation of the Mean in a Multivariate Normal Population with Discontinuous a priori Density

E. K. Trishchenko
Full-text PDF (293 kB)
Abstract: The article investigates the behavior of the risk of the Bayesian estimate of a signal $\Theta$ in additive Gaussian noise up to turns of second-order smallness inclusive. It is assumed that the a priori density of the parameter is 0 outside of some compactum and is discontinuous on the boundary of this compactum.
Received: 05.01.1978
Bibliographic databases:
Document Type: Article
UDC: 621.391.16
Language: Russian
Citation: E. K. Trishchenko, “On Estimation of the Mean in a Multivariate Normal Population with Discontinuous a priori Density”, Probl. Peredachi Inf., 15:1 (1979), 56–60; Problems Inform. Transmission, 15:1 (1979), 42–45
Citation in format AMSBIB
\Bibitem{Tri79}
\by E.~K.~Trishchenko
\paper On Estimation of the Mean in a~Multivariate Normal Population with Discontinuous a~priori Density
\jour Probl. Peredachi Inf.
\yr 1979
\vol 15
\issue 1
\pages 56--60
\mathnet{http://mi.mathnet.ru/ppi1475}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=549173}
\zmath{https://zbmath.org/?q=an:0459.62037|0423.62037}
\transl
\jour Problems Inform. Transmission
\yr 1979
\vol 15
\issue 1
\pages 42--45
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    		Проблемы передачи информации Problems of Information Transmission
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